Local analysis of the feasible primal-dual interior-point method.
R. SilvaJoão SoaresLuís Nunes VicentePublished in: Comput. Optim. Appl. (2008)
Keyphrases
- primal dual
- interior point methods
- linear programming
- convex optimization
- linear program
- interior point algorithm
- linear programming problems
- affine scaling
- convergence rate
- convex programming
- variational inequalities
- semidefinite programming
- interior point
- simplex algorithm
- approximation algorithms
- inequality constraints
- simplex method
- quadratic programming
- nonlinear programming
- multicriteria optimization
- algorithm for linear programming
- wavelet transform